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XVA Associate

hiring now

Selby Jennings

2021-12-03 08:58:09

Job location Barkingside, Greater London, United Kingdom

Job type: fulltime

Job industry: Trades & Services

Job description

Key Responsibilities

  • Inception pricing of XVAs
  • Working with different Structuring and Trading desks for pricing requests
  • Work alongside the Quants and Risk teams on new models
  • Libor Replacement
  • Being a Subject Matter Expert on Risk-Free Rates matters

Key Requirements

  • 3+ years working experience with Trading and/or XVAs
  • Solid knowledge of IR, FX and Derivative markets
  • IBOR/RFR experience developed from exposure to a FO environment
  • Degree level in a quantitative subject

If you are interested in the XVA Associate role, apply online today or contact the Sales and Trading team for more information.

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